Structural scenario analysis and stress testing with vector autoregressions:
Gespeichert in:
Hauptverfasser: | , , |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
[Madrid]
FEDEA
[2017]
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Schriftenreihe: | Documento de trabajo / FEDEA
2017, 13 |
Schlagworte: | |
Online-Zugang: | Volltext Volltext |
Beschreibung: | 1 Online-Ressource (circa 40 Seiten) Illustrationen |
Internformat
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author | Antolín-Díaz, Juan Petrella, Ivan 1983- Rubio-Ramírez, Juan Francisco 1971- |
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illustrated | Not Illustrated |
index_date | 2024-07-03T14:47:24Z |
indexdate | 2024-07-10T08:53:24Z |
institution | BVB |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-032182443 |
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physical | 1 Online-Ressource (circa 40 Seiten) Illustrationen |
publishDate | 2017 |
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publisher | FEDEA |
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series2 | Documento de trabajo / FEDEA |
spelling | Antolín-Díaz, Juan Verfasser aut Structural scenario analysis and stress testing with vector autoregressions Juan Antolín-Díaz (Fulcrum Asset Management), Ivan Petrella (Warwick Business School), Juan F. Rubio-Ramírez (Emory University, Federal Reserve Bank of Atlanta & FEDEA) [Madrid] FEDEA [2017] 1 Online-Ressource (circa 40 Seiten) Illustrationen txt rdacontent c rdamedia cr rdacarrier Documento de trabajo / FEDEA 2017, 13 Wirtschaftsprognose / (DE-627)091401194 / (DE-STW)10031-4 Prognoseverfahren / (DE-627)091384680 / (DE-STW)15072-0 Strukturwandel / (DE-627)091393264 / (DE-STW)11790-4 Szenariotechnik / (DE-627)091393825 / (DE-STW)15025-2 VAR-Modell / (DE-627)091396956 / (DE-STW)19573-0 Bayes-Statistik / (DE-627)091350069 / (DE-STW)15163-4 Theorie / (DE-627)091394902 / (DE-STW)19073-6 Schätzung / (DE-627)091387892 / (DE-STW)19037-3 USA / (DE-627)091396867 / (DE-STW)17829-1 Petrella, Ivan 1983- Verfasser (DE-588)143018493 aut Rubio-Ramírez, Juan Francisco 1971- Verfasser (DE-588)132194554 aut FEDEA Documento de trabajo 2017, 13 (DE-604)BV022954252 2017, 13 https://econpapers.repec.org/paper/fdafdaddt/2017-13.htm Verlag Kostenfrei Volltext http://www.fedea.net/documentos/pubs/dt/2017/dt2017-13.pdf Verlag Kostenfrei Volltext |
spellingShingle | Antolín-Díaz, Juan Petrella, Ivan 1983- Rubio-Ramírez, Juan Francisco 1971- Structural scenario analysis and stress testing with vector autoregressions |
title | Structural scenario analysis and stress testing with vector autoregressions |
title_auth | Structural scenario analysis and stress testing with vector autoregressions |
title_exact_search | Structural scenario analysis and stress testing with vector autoregressions |
title_exact_search_txtP | Structural scenario analysis and stress testing with vector autoregressions |
title_full | Structural scenario analysis and stress testing with vector autoregressions Juan Antolín-Díaz (Fulcrum Asset Management), Ivan Petrella (Warwick Business School), Juan F. Rubio-Ramírez (Emory University, Federal Reserve Bank of Atlanta & FEDEA) |
title_fullStr | Structural scenario analysis and stress testing with vector autoregressions Juan Antolín-Díaz (Fulcrum Asset Management), Ivan Petrella (Warwick Business School), Juan F. Rubio-Ramírez (Emory University, Federal Reserve Bank of Atlanta & FEDEA) |
title_full_unstemmed | Structural scenario analysis and stress testing with vector autoregressions Juan Antolín-Díaz (Fulcrum Asset Management), Ivan Petrella (Warwick Business School), Juan F. Rubio-Ramírez (Emory University, Federal Reserve Bank of Atlanta & FEDEA) |
title_short | Structural scenario analysis and stress testing with vector autoregressions |
title_sort | structural scenario analysis and stress testing with vector autoregressions |
url | https://econpapers.repec.org/paper/fdafdaddt/2017-13.htm http://www.fedea.net/documentos/pubs/dt/2017/dt2017-13.pdf |
volume_link | (DE-604)BV022954252 |
work_keys_str_mv | AT antolindiazjuan structuralscenarioanalysisandstresstestingwithvectorautoregressions AT petrellaivan structuralscenarioanalysisandstresstestingwithvectorautoregressions AT rubioramirezjuanfrancisco structuralscenarioanalysisandstresstestingwithvectorautoregressions |